Trading Metrics calculated at close of trading on 06-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
4,437.75 |
4,445.50 |
7.75 |
0.2% |
4,443.75 |
High |
4,462.00 |
4,453.00 |
-9.00 |
-0.2% |
4,476.50 |
Low |
4,426.75 |
4,382.75 |
-44.00 |
-1.0% |
4,382.75 |
Close |
4,443.00 |
4,398.50 |
-44.50 |
-1.0% |
4,398.50 |
Range |
35.25 |
70.25 |
35.00 |
99.3% |
93.75 |
ATR |
41.22 |
43.29 |
2.07 |
5.0% |
0.00 |
Volume |
1,103 |
1,768 |
665 |
60.3% |
4,647 |
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,622.25 |
4,580.50 |
4,437.25 |
|
R3 |
4,552.00 |
4,510.25 |
4,417.75 |
|
R2 |
4,481.75 |
4,481.75 |
4,411.50 |
|
R1 |
4,440.00 |
4,440.00 |
4,405.00 |
4,425.75 |
PP |
4,411.50 |
4,411.50 |
4,411.50 |
4,404.25 |
S1 |
4,369.75 |
4,369.75 |
4,392.00 |
4,355.50 |
S2 |
4,341.25 |
4,341.25 |
4,385.50 |
|
S3 |
4,271.00 |
4,299.50 |
4,379.25 |
|
S4 |
4,200.75 |
4,229.25 |
4,359.75 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,700.50 |
4,643.25 |
4,450.00 |
|
R3 |
4,606.75 |
4,549.50 |
4,424.25 |
|
R2 |
4,513.00 |
4,513.00 |
4,415.75 |
|
R1 |
4,455.75 |
4,455.75 |
4,407.00 |
4,437.50 |
PP |
4,419.25 |
4,419.25 |
4,419.25 |
4,410.00 |
S1 |
4,362.00 |
4,362.00 |
4,390.00 |
4,343.75 |
S2 |
4,325.50 |
4,325.50 |
4,381.25 |
|
S3 |
4,231.75 |
4,268.25 |
4,372.75 |
|
S4 |
4,138.00 |
4,174.50 |
4,347.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,476.50 |
4,382.75 |
93.75 |
2.1% |
44.25 |
1.0% |
17% |
False |
True |
929 |
10 |
4,476.50 |
4,382.75 |
93.75 |
2.1% |
34.25 |
0.8% |
17% |
False |
True |
530 |
20 |
4,476.50 |
4,196.75 |
279.75 |
6.4% |
36.00 |
0.8% |
72% |
False |
False |
324 |
40 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
50.75 |
1.2% |
82% |
False |
False |
182 |
60 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
49.50 |
1.1% |
82% |
False |
False |
127 |
80 |
4,476.50 |
4,039.00 |
437.50 |
9.9% |
39.00 |
0.9% |
82% |
False |
False |
96 |
100 |
4,476.50 |
3,722.75 |
753.75 |
17.1% |
32.75 |
0.7% |
90% |
False |
False |
77 |
120 |
4,476.50 |
3,722.75 |
753.75 |
17.1% |
29.25 |
0.7% |
90% |
False |
False |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,751.50 |
2.618 |
4,637.00 |
1.618 |
4,566.75 |
1.000 |
4,523.25 |
0.618 |
4,496.50 |
HIGH |
4,453.00 |
0.618 |
4,426.25 |
0.500 |
4,418.00 |
0.382 |
4,409.50 |
LOW |
4,382.75 |
0.618 |
4,339.25 |
1.000 |
4,312.50 |
1.618 |
4,269.00 |
2.618 |
4,198.75 |
4.250 |
4,084.25 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
4,418.00 |
4,422.50 |
PP |
4,411.50 |
4,414.50 |
S1 |
4,405.00 |
4,406.50 |
|